INSERT INTO CC
                  (county_id, city_id)
SELECT DISTINCT x1.county_id, x2.city_id
FROM                     datazip AS d  
                               county AS x2 ON d.county = x2.county_name INNER JOIN
                               city AS x2 ON d.city = x2.city_name

INSERT INTO CC
  (
    county_id,
    city_id
  )
SELECT DISTINCT x1.county_id,
       x2.city_id
FROM   datazip AS d 
       INNER JOIN county AS x1 
            ON  d.county = x1.county_name
       INNER JOIN city  AS x2
            ON  d.city = x2.city_name